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The Effects Of Exchange Rate Volatility On Swaziland’S Exports

Author

Listed:
  • M.D MTEMBU

    () (Department of Economics, University of Swaziland)

  • G.R. MOTLALENG

    () (Department of Economics, University of Botswana)

Abstract

This investigation assesses the effects of exchange rate volatility on Swaziland’s total exports. The paper employs exports quarterly time series data ranging from 1995Q1 to 2005Q4. A Vector Error Correction Model (VECM) approach is used to study the relationship between exports and their determinants. The findings of the study suggest that exchange rate volatility is detrimental to Swaziland’s exports.

Suggested Citation

  • M.D Mtembu & G.R. Motlaleng, 2010. "The Effects Of Exchange Rate Volatility On Swaziland’S Exports," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 6, pages 167-186, December.
  • Handle: RePEc:aic:revebs:y:2010:i:6:mtembum
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    File URL: http://rebs.ro/resource/Rebs_6/Research%20Paper/MTEMBU,M,MOTLALENG,G%20-THE%20EFFECTS%20OF%20EXCHANGE%20RATE%20VOLATILITY%20ON%20SWAZILANDS%20EXPORTS.pdf
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    More about this item

    Keywords

    exchange rate volatility; Swaziland’s exports; Vector Error ; Correction Model;

    JEL classification:

    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications

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